+359.5%
LIN vs NTRA
+3,171.2%
-2,811.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -4.3% | -0.5% | -3.8% | -4.2% |
| 30D | -5.6% | +4.3% | -9.9% | -6.0% |
| 3M | -9.0% | +50.6% | -59.7% | -12.9% |
| 6M | -2.5% | +63.9% | -66.4% | -7.8% |
| YTD | +9.3% | +42.4% | -33.0% | +4.6% |
| 1Y | -1.0% | +92.1% | -93.1% | -8.3% |
| 3Y | +24.0% | +501.7% | -477.7% | +0.4% |
| 5Y | +59.1% | +171.4% | -112.3% | +34.3% |
| All | +359.5% | +3,171.2% | -2,811.7% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling